Research output per year
Research output per year
Personal profile
Education information
MSc (Economics and Business Administration), Hanken School of Economics, Finland, 2015Fingerprint
Dive into the research topics where Markus Belfrage is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
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Modeling ultra-high frequency trade durations with ACD type of models
Belfrage, M. & Rosenqvist, G., 2023, European Meeting of Statisticians 2023 Warsaw 3–7 July, 2023, Book of Abstracts. Warsaw, p. 217-217 1 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
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Modelling ultra-high frequency trade durations with the ACD model
Belfrage, M. & Rosenqvist, G., 26.06.2018, Nordstat 2018 : 27th Nordic Conference in Mathematical Statistics. Tartu: University of Tartu, p. 77-77 1 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific
Open Access -
Package ‘VARtests’: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models: Version 2.0.5
Belfrage, M., Catani, P. & Ahlgren, N., 02.11.2018, Vienna: The R Foundation. 19 p.Research output: Book/Report › Book › Professional
Open Access -
VARtests: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models: Version 2.0.5
Belfrage, M., Catani, P. & Ahlgren, N., 02.11.2018Research output: Non-textual form › Software › Professional
Open Access -
Package ‘VARtests’: Tests for Error Autocorrelation and ARCH Errors in Vector Autoregressive Models
Belfrage, M., 06.08.2017Research output: Book/Report › Book › Professional
Projects
- 1 Finished
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Trade durations in the ultra-high frequency stock market
Rosenqvist, G. (Project participant) & Belfrage, M. (Project participant)
01.01.2022 → 31.12.2024
Project: Externally funded project
Activities
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Machines Don't Go for Lunch - A New Diurnal Adjustment for Trade Durations
Belfrage, M. (Speaker)
05.06.2025 → 06.06.2025Activity: Talk or presentation › Oral presentation
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Machines Don't Go for Lunch - A New Diurnal Adjustment for Trade Durations
Belfrage, M. A. (Speaker)
06.07.2023Activity: Talk or presentation › Oral presentation
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Modeling ultra-high frequency trade durations with ACD type of models
Belfrage, M. (Speaker) & Rosenqvist, G. (Speaker)
03.07.2023 → 07.07.2023Activity: Talk or presentation › Oral presentation
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Machines Don't Go for Lunch - A New Diurnal Adjustment for Trade Durations
Belfrage, M. A. (Speaker)
17.12.2022Activity: Talk or presentation › Oral presentation
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Machines Don't Go for Lunch - A New Diurnal Adjustment for Trade Durations
Belfrage, M. A. (Speaker)
09.12.2022Activity: Talk or presentation › Oral presentation